|spence.15||Spencer's 15 point graduation rule.||spence.15|
Spencer's 15 point rule is a weighted moving average operation for a sequence of observations equally spaced in time. The average at time t depends on the observations at times t-7,...,t+7.
Except for boundary effects, the function will reproduce polynomials up to degree 3.
A vector with the same length as the input vector, representing the graduated (smoothed) values.
data(spencer) yy <- spence.15(spencer$mortality) plot(spencer$age, spencer$mortality) lines(spencer$age, yy)
Spencer, J. (1904). On the graduation of rates of sickness and mortality. Journal of the Institute of Actuaries 38, 334-343.
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